Transcripts and their expression levels link an organism's genotype and phenotype, so understanding this relationship can aid our understanding of phenotypic evolution at the gene-expression level. The emerging field of functional genomics is concerned primarily with understanding how allelic and gene-expression variation is linked to observable, biologically relevant phenotypes. Insects are particularly well studied in this area because they are good laboratory systems and have incredible biodiversity and agricultural and public-health importance. Technology developed over the last decade or so permits gene expression studies in any insect system, thus advancing the field of functional genomics beyond traditional genetic model systems such as Drosophila. In this article we provide an overview of commonly used non-microarray gene-expression techniques in insect systems and review several empirical studies that use each technique. We also discuss RNA interference as a means to test the link between gene expression and phenotype for candidate loci. We end with a discussion of how new high-throughput sequencing methods are advancing the field of functional genomics.